Unwinding of certain temporary exclusions in leverage ratio ...
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In its April 9, 2020 letter, OSFI announced that on a temporary basis, DTIs can exclude central bank reserves and sovereign-issued securities ... Skiptomaincontent Skiptosecondarymenu Unwindingofcertaintemporaryexclusionsinleverageratioexposuremeasures PageContentAccompanyingDocuments NewsReleaseDocumentProperties TypeofPublication:LettertoIndustry Date:August12,2021 To:DepositTakingInstitutions(DTIs)Inits April9,2020 letter,OSFIannouncedthatonatemporarybasis,DTIscanexcludecentralbankreservesandsovereign-issuedsecuritiesthatqualifyasHighQualityLiquidAssets(HQLA)undertheLiquidityAdequacyRequirementsGuidelinefromtheirleverageratioexposuremeasures.OnNovember5,2020,OSFIfurther announcedaneight-monthextensionthatallowedDTIstocontinuetoexcludetheseexposuresfromtheirleverageratiosuntilDecember31,2021.Throughitsongoingmonitoringefforts,OSFIhasconcludedthatthelevelofuncertaintyintheoutlookforeconomicandfinancialconditionshasreducedfromwhentheleverageratioexclusionswerebothoriginallyannouncedandsubsequentlyextended.Thismeansthat,startingJanuary1,2022,DTIswillberequiredtoincludesovereign-issuedsecuritiesqualifyingasHQLAintheirleverageratioexposuremeasures.DTIsshouldcontinuetoexcludecentralbankreservesfromtheirleverageratioexposuremeasuresuntilotherwisenotified. ThischangealignswithOSFI’sassessmentoftheleverageratioexclusionsagainstthefourcriteriaforregulatoryandsupervisoryadjustmentscommunicatedbytheSuperintendentonApril3,2020,specificallythatanyadjustmentswouldneedtoremaincredible,consistent,necessaryandfit-for-purpose.OSFIcontinuestocloselymonitorconditionsandremainspreparedtoadjustitsguidanceandtemporarymeasuresifnecessary. ModifiedDate: 2021-08-12 Secondarymenu RegulationandGuidance ActsandRegulations Guidance TableofGuidelines TableofAdvisories ApprovalsandPrecedents ApplicationandApprovalGuides RegulatoryandLegislativeAdvisories LegislativeRulings CapitalRulings NameRequest RiskAssessmentandIntervention SupervisoryPractices GuidetoIntervention TrustAgreements RegulatoryData FilingCorporateReturns FilingFinancialReturns ViewingFinancialData Anti-moneyLaunderingandCompliance Anti-moneyLaundering Anti-terrorismFinancing Sanctions Messages IndustryNotices WebTools WhoWeRegulate
延伸文章資訊
- 1Leverage Requirements (LR) Guideline - osfi-bsif.gc.ca
Therefore, beginning Q1 2015, the leverage ratio will replace the Assets to Capital Multiple (ACM...
- 2OSFI adjusts temporary exclusions from leverage ratio ...
Today, OSFI confirmed that the exclusion of sovereign-issued securities from the leverage ratio e...
- 3Leverage Ratio Disclosure Requirements - osfi-bsif.gc.ca
The BCBS LR Framework introduces a simple, transparent, non-risk based leverage ratio to act as a...
- 4Leverage Requirements Guideline (2019) - osfi-bsif.gc.ca
OSFI's Leverage Requirements (LR) guideline sets out the framework for the leverage ratio, which ...
- 5Unwinding of certain temporary exclusions in leverage ratio ...
In its April 9, 2020 letter, OSFI announced that on a temporary basis, DTIs can exclude central b...
